CRAN
NTS 1.0.0
Nonlinear Time Series Analysis
Released Dec 9, 2018 by Xialu Liu
This package cannot yet be used with Renjin it depends on other packages which are not available: Rdpack 0.10-1
Dependencies
Rdpack 0.10-1 dlm 1.1-5 MSwM 1.4 tensor 1.5 MASS 7.3-51.1
Simulation, estimation, prediction procedure, and model identification methods for nonlinear time series analysis, including threshold autoregressive models, Markov-switching models, convolutional functional autoregressive models, nonlinearity tests, Kalman filters and various sequential Monte Carlo methods. More examples and details about this package can be found in the book "Nonlinear Time Series Analysis" by Ruey S. Tsay and Rong Chen, Wiley, 2018 (ISBN: 978-1-119-26407-1).